| Metric | 4027737:solusd:triple_gx:lsma165_45_35 | 4027737:SOLUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 601.25% | 19.45% |
| Max Drawdown | -40.46% | -93.44% |
| Sharpe | 0.67 | 0.28 |
| Sortino | 1.09 | 0.42 |
| Payoff Ratio | 1.15 | 1.1 |
| Profit Factor | 1.2 | 1.05 |
| Common Sense Ratio | 1.29 | 1.08 |
| CPC Index | 0.69 | 0.57 |
| Tail Ratio | 1.08 | 1.03 |
| Outlier Win Ratio | 17.36 | 3.74 |
| Outlier Loss Ratio | 3.41 | 3.27 |
| Volatility (ann.) | 29.94% | 51.64% |
| R^2 | 0.34 | 0.34 |
| Calmar | 2.16 | 0.06 |
| Skew | 2.54 | 0.46 |
| Kurtosis | 42.6 | 11.01 |
| Expected Daily % | 0.04% | 0.0% |
| Expected Monthly % | 5.26% | 0.47% |
| Expected Yearly % | 62.73% | 4.54% |
| Kelly Criterion | 6.76% | 4.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.52% | -4.41% |
| Expected Shortfall (cVaR) | -2.52% | -4.41% |
| Year | 4027737:SOLUSD | 4027737:solusd:triple_gx:lsma165_45_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -90.36 | -11.57 | 0.13 | + |
| 2023 | 921.46 | 451.91 | 0.49 | - |
| 2024 | 85.41 | 71.98 | 0.84 | - |
| 2025 | -34.58 | -16.46 | 0.48 | + |
| Metric | 4027737:solusd:triple_gx:lsma165_45_35 | 4027737:SOLUSD |
|---|---|---|
| MTD | -24.41% | -16.59% |
| 3M | -17.46% | -42.89% |
| 6M | -8.66% | -6.0% |
| YTD | -16.46% | -34.58% |
| 1Y | -8.34% | -38.76% |
| 3Y (ann.) | 102.35% | 12.0% |
| 5Y (ann.) | 87.49% | 5.9% |
| Metric | 4027737:solusd:triple_gx:lsma165_45_35 | 4027737:SOLUSD |
|---|---|---|
| Max Drawdown | -40.46% | -93.44% |
| Longest DD Days | 285.0 | 703.0 |
| Avg. Drawdown | -8.71% | -13.38% |
| Avg. Drawdown Days | 23.0 | 46.0 |
| Recovery Factor | 14.86 | 0.21 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-03 | 2023-01-14 | -40.46 | 285 |
| 2025-01-19 | 2025-03-18 | -35.55 | 57 |
| 2024-03-18 | 2024-06-27 | -24.44 | 101 |
| 2023-11-16 | 2023-12-21 | -23.89 | 35 |
| 2022-02-16 | 2022-03-29 | -23.86 | 40 |
| 2024-07-22 | 2025-01-18 | -23.71 | 180 |
| 2023-07-15 | 2023-10-01 | -18.03 | 78 |
| 2023-12-25 | 2024-02-14 | -17.44 | 50 |
| 2023-01-15 | 2023-02-20 | -14.40 | 36 |
| 2023-11-02 | 2023-11-15 | -14.14 | 12 |
| Metric | 4027737:solusd:triple_gx:lsma165_45_35 | 4027737:SOLUSD |
|---|---|---|
| Best Day | 30.09% | 30.09% |
| Worst Day | -9.62% | -26.94% |
| Best Week | 44.35% | 43.67% |
| Worst Week | -18.22% | -51.66% |
| Best Month | 63.35% | 140.02% |
| Worst Month | -24.41% | -56.44% |
| Best Year | 451.91% | 921.46% |
| Worst Year | -16.46% | -90.36% |
| Avg. Up Day | 2.05% | 2.06% |
| Avg. Down Day | -1.78% | -1.88% |
| Avg. Up Week | 8.76% | 14.97% |
| Avg. Down Week | -6.1% | -7.68% |
| Avg. Up Month | 21.32% | 42.39% |
| Avg. Down Month | -8.23% | -25.02% |
| Win Days % | 50.03% | 50.14% |
| Win Month % | 59.46% | 47.37% |
| Win Week % | 57.55% | 45.78% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 50.0% | 50.0% |